+147.5%
HLT vs RF
+88.8%
+58.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -1.5% | -0.1% | -1.3% | -1.4% |
| 30D | -1.2% | -4.0% | +2.8% | +0.5% |
| 3M | -10.3% | +5.6% | -15.9% | -12.8% |
| 6M | +1.3% | +13.1% | -11.8% | -4.7% |
| YTD | +7.0% | +13.6% | -6.5% | +0.2% |
| 1Y | +11.9% | +16.0% | -4.1% | +3.5% |
| 3Y | +100.7% | +90.2% | +10.5% | +45.3% |
| 5Y | +147.5% | +87.0% | +60.5% | +73.8% |
| All | +147.5% | +88.8% | +58.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling